it is best for husband and wife not to sleep after having sex until they first perform wudhuu'. there are various hadith about this, among them:

• first: on the authority of 'aa'shah who said: "whenever the prophet wished to sleep or eat while in a state of janaba (i.e. after having sex and before bathing), he would wash his private parts and perform wudhuu' as for prayer." [al-bukhaaree and muslim].
• second: on the authority of ibn 'umar who said: "o messenger of allah, should we go to sleep in a state of janaba?" the prophet answered: "yes, after making wudhuu." [al-bukhaaree and muslim]. in another version: "perform wudhuu' and wash your private parts, and then sleep." [al-bukhaaree and muslim]. and, in another version: "yes, you can perform wudhuu', sleep, and bathe whenever you want." [muslim and al-baihaqi]. and, in still another version: "yes, and perform wudhuu' if you wish." (this last version proves that this wudhuu' is not obligatory.) [ibn khuzima and ibn hibban: saheeh].
• third: on the authority of 'ammaar ibn yaasir, the prophet pbuh said: "there are three which the angels will never approach: the corpse of a disbeliever; a man who wears perfume of women; and, one who has had sex until he performs wudhuu'." [abu dawood, ahmad and others: hasan].

the ruling of this wudhuu'

this wudhuu' is not obligatory, but is very highly and definitely commendable. this (i.e.  not being obligatory) is based on the hadith narrated by 'umar in which he asked the prophet: "should we go to sleep in a state of janaba?" to which the prophet answered: "yes, and perform wudhuu' if you wish." [ibn hibbaan: saheeh]. this is also supported by other hadith, among them a hadith narrated by 'aa'ishah who said: "the prophet used to sleep in a state of janaba without having touched water, until he would get up later and bathe." [ibn abi shaiba, at-tirmidhee, abu daawood and others: saheeh].

in another version narrated by 'aa'ishah , she said: ""he used to spend the night in a state of janaba until bilal came in the morning to make the adhaan. then, he would get up, bathe while i looked at the water dripping from his head, and go out. then, i would hear his voice in the fajr prayer. then, he would remain fasting." mutarrif said: "i said to aamir: in the month of ramadhaan?" he said: "yes, in ramadhaan and in other than ramadhaan." [ibn abi shaiba, ahmad and others: saheeh].